Coverart for item
The Resource Understanding Markov chains : examples and applications, Nicolas Privault, (electronic book)

Understanding Markov chains : examples and applications, Nicolas Privault, (electronic book)

Label
Understanding Markov chains : examples and applications
Title
Understanding Markov chains
Title remainder
examples and applications
Statement of responsibility
Nicolas Privault
Creator
Author
Subject
Language
eng
Summary
This book provides an undergraduate introduction to discrete andcontinuous-time Markov chains and their applications. A large focus is placed on the first step analysistechnique and its applications to average hitting times and ruin probabilities. Classical topics such as recurrence and transience, stationary and limiting distributions, as well as branching processes, are also covered. Two major examples (gambling processes and random walks) are treated in detail from the beginning, before the general theory itself is presented in the subsequent chapters. An introduction to discrete-time martingales and their relation to ruin probabilities and mean exit times is also provided, and the book includes a chapter on spatial Poisson processes with some recent results on moment identities and deviation inequalities for Poisson stochastic integrals. The concepts presented are illustrated by examples and by 72 exercises and their complete solutions
Member of
Cataloging source
GW5XE
http://library.link/vocab/creatorName
Privault, Nicolas
Dewey number
519.233
Illustrations
illustrations
Index
index present
LC call number
QA274.7
Literary form
non fiction
Nature of contents
  • dictionaries
  • bibliography
Series statement
Springer undergraduate mathematics series
http://library.link/vocab/subjectName
Markov processes
Label
Understanding Markov chains : examples and applications, Nicolas Privault, (electronic book)
Instantiates
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- 1) Probability Background -- 2) Gambling Problems -- 3) Random Walks -- 4) Discrete-Time Markov Chains -- 5) First Step Analysis -- 6) Classication of States -- 7) Long-Run Behavior of Markov Chains -- 8) Branching Processes -- 9) Continuous-Time Markov Chains -- 10) Discrete-Time Martingales -- 11) Spatial Poisson Processes -- 12) Reliability Theory -- Some Useful Identities -- Solutions to the Exercises
Control code
SPR857281878
Dimensions
unknown
Extent
1 online resource.
File format
unknown
Form of item
online
Isbn
9789814451505
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-981-4451-51-2
Quality assurance targets
not applicable
Reformatting quality
unknown
Reproduction note
Electronic resource.
Sound
unknown sound
Specific material designation
remote
Label
Understanding Markov chains : examples and applications, Nicolas Privault, (electronic book)
Publication
Antecedent source
unknown
Bibliography note
Includes bibliographical references and index
Carrier category
online resource
Carrier category code
  • cr
Carrier MARC source
rdacarrier
Color
multicolored
Content category
text
Content type code
  • txt
Content type MARC source
rdacontent
Contents
Introduction -- 1) Probability Background -- 2) Gambling Problems -- 3) Random Walks -- 4) Discrete-Time Markov Chains -- 5) First Step Analysis -- 6) Classication of States -- 7) Long-Run Behavior of Markov Chains -- 8) Branching Processes -- 9) Continuous-Time Markov Chains -- 10) Discrete-Time Martingales -- 11) Spatial Poisson Processes -- 12) Reliability Theory -- Some Useful Identities -- Solutions to the Exercises
Control code
SPR857281878
Dimensions
unknown
Extent
1 online resource.
File format
unknown
Form of item
online
Isbn
9789814451505
Level of compression
unknown
Media category
computer
Media MARC source
rdamedia
Media type code
  • c
Other control number
10.1007/978-981-4451-51-2
Quality assurance targets
not applicable
Reformatting quality
unknown
Reproduction note
Electronic resource.
Sound
unknown sound
Specific material designation
remote

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